Varonis Systems Inc (VRNS)
44.03
+0.69
(+1.59%)
USD |
NASDAQ |
Apr 22, 16:00
44.04
+0.02
(+0.03%)
After-Hours: 20:00
Varonis Systems Max Drawdown (5Y): 78.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 78.19% |
| February 29, 2024 | 78.19% |
| January 31, 2024 | 78.19% |
| December 31, 2023 | 78.19% |
| November 30, 2023 | 78.19% |
| October 31, 2023 | 78.19% |
| September 30, 2023 | 78.19% |
| August 31, 2023 | 78.19% |
| July 31, 2023 | 78.19% |
| June 30, 2023 | 78.19% |
| May 31, 2023 | 78.19% |
| April 30, 2023 | 78.19% |
| March 31, 2023 | 78.19% |
| February 28, 2023 | 78.19% |
| January 31, 2023 | 78.19% |
| December 31, 2022 | 78.19% |
| November 30, 2022 | 78.19% |
| October 31, 2022 | 68.45% |
| September 30, 2022 | 65.41% |
| August 31, 2022 | 65.41% |
| July 31, 2022 | 65.36% |
| June 30, 2022 | 61.25% |
| May 31, 2022 | 61.25% |
| April 30, 2022 | 55.37% |
| March 31, 2022 | 55.37% |
| Date | Value |
|---|---|
| February 28, 2022 | 55.37% |
| January 31, 2022 | 55.37% |
| December 31, 2021 | 49.23% |
| November 30, 2021 | 49.23% |
| October 31, 2021 | 49.98% |
| September 30, 2021 | 53.53% |
| August 31, 2021 | 53.53% |
| July 31, 2021 | 53.53% |
| June 30, 2021 | 53.53% |
| May 31, 2021 | 53.53% |
| April 30, 2021 | 54.86% |
| March 31, 2021 | 58.43% |
| February 28, 2021 | 64.40% |
| January 31, 2021 | 67.13% |
| December 31, 2020 | 67.91% |
| November 30, 2020 | 74.53% |
| October 31, 2020 | 74.53% |
| September 30, 2020 | 74.53% |
| August 31, 2020 | 74.53% |
| July 31, 2020 | 74.53% |
| June 30, 2020 | 74.53% |
| May 31, 2020 | 74.53% |
| April 30, 2020 | 74.53% |
| March 31, 2020 | 74.53% |
| February 29, 2020 | 74.53% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
49.23%
Minimum
Nov 2021
78.19%
Maximum
Nov 2022
69.29%
Average
74.53%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| Qualys Inc | 36.85% |
| Salesforce Inc | 58.62% |
| Okta Inc | 84.57% |
| PTC Inc | 54.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.798 |
| Beta (5Y) | 0.8483 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.90% |
| Historical Sharpe Ratio (5Y) | 0.3381 |
| Historical Sortino (5Y) | 0.5274 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.01% |